ECBOT 5 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 22-Apr-2015
Day Change Summary
Previous Current
21-Apr-2015 22-Apr-2015 Change Change % Previous Week
Open 120-187 120-172 -0-015 0.0% 120-055
High 120-217 120-192 -0-025 -0.1% 120-287
Low 120-147 120-060 -0-087 -0.2% 120-002
Close 120-160 120-087 -0-073 -0.2% 120-225
Range 0-070 0-132 0-062 88.6% 0-285
ATR 0-108 0-109 0-002 1.6% 0-000
Volume 366,975 592,788 225,813 61.5% 2,621,964
Daily Pivots for day following 22-Apr-2015
Classic Woodie Camarilla DeMark
R4 121-189 121-110 120-160
R3 121-057 120-298 120-123
R2 120-245 120-245 120-111
R1 120-166 120-166 120-099 120-140
PP 120-113 120-113 120-113 120-100
S1 120-034 120-034 120-075 120-008
S2 119-301 119-301 120-063
S3 119-169 119-222 120-051
S4 119-037 119-090 120-014
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 123-066 122-271 121-062
R3 122-101 121-306 120-303
R2 121-136 121-136 120-277
R1 121-021 121-021 120-251 121-078
PP 120-171 120-171 120-171 120-200
S1 120-056 120-056 120-199 120-114
S2 119-206 119-206 120-173
S3 118-241 119-091 120-147
S4 117-276 118-126 120-068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-287 120-060 0-227 0.6% 0-100 0.3% 12% False True 532,028
10 120-287 120-002 0-285 0.7% 0-098 0.3% 30% False False 492,380
20 120-292 119-220 1-072 1.0% 0-100 0.3% 48% False False 508,865
40 120-292 118-092 2-200 2.2% 0-117 0.3% 76% False False 598,819
60 120-292 118-092 2-200 2.2% 0-121 0.3% 76% False False 418,688
80 120-292 117-220 3-072 2.7% 0-102 0.3% 80% False False 314,072
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 122-113
2.618 121-218
1.618 121-086
1.000 121-004
0.618 120-274
HIGH 120-192
0.618 120-142
0.500 120-126
0.382 120-110
LOW 120-060
0.618 119-298
1.000 119-248
1.618 119-166
2.618 119-034
4.250 118-139
Fisher Pivots for day following 22-Apr-2015
Pivot 1 day 3 day
R1 120-126 120-148
PP 120-113 120-127
S1 120-100 120-107

These figures are updated between 7pm and 10pm EST after a trading day.

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